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Volatility
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Meddahi, Nour
16
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Conference on Realized Volatility <2006, Montréal>
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Journal of econometrics
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Testing normality: a GMM approach
Bontemps, Christian
;
Meddahi, Nour
- In:
Journal of econometrics
124
(
2005
)
1
,
pp. 149-186
Persistent link: https://www.econbiz.de/10006749144
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2
Temporal aggregation of volatility models
Meddahi, Nour
;
Renault, Eric
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 355-380
Persistent link: https://www.econbiz.de/10006757703
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3
Bootstrapping realized multivariate volatility measures
Dovonon, Prosper
;
Gonçalves, Sílvia
;
Meddahi, Nour
- In:
Journal of econometrics
172
(
2013
)
1
,
pp. 49-65
Persistent link: https://www.econbiz.de/10010052630
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4
Realized volatility forecasting and market microstructure noise
Andersen, Torben G.
;
Bollerslev, Tim
;
Meddahi, Nour
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 220-235
Persistent link: https://www.econbiz.de/10008770542
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5
Box–Cox transforms for realized volatility
Gonçalves, Sílvia
;
Meddahi, Nour
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 129-145
Persistent link: https://www.econbiz.de/10008770548
Saved in:
6
Realized Volatility
Meddahi, Nour
;
Mykland, Per
;
Shephard, Neil
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 1-2
Persistent link: https://www.econbiz.de/10008770560
Saved in:
7
Temporal aggregation of volatility models
Meddahi, Nour
;
Renault, Eric
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 355-379
Persistent link: https://www.econbiz.de/10001956326
Saved in:
8
Testing normality : a GMM approach
Bontemps, Christian
;
Meddahi, Nour
- In:
Journal of econometrics
124
(
2005
)
1
,
pp. 149-186
Persistent link: https://www.econbiz.de/10002439479
Saved in:
9
Realized volatility forecasting and market microstructure noise
Andersen, Torben
;
Bollerslev, Tim
;
Meddahi, Nour
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 220-234
Persistent link: https://www.econbiz.de/10009242523
Saved in:
10
Box-Cox transforms for realized volatility
Gonçalves, Sílvia
;
Meddahi, Nour
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 129-144
Persistent link: https://www.econbiz.de/10009242530
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